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"Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems."

Baojun Bian, Sheng Miao, Harry Zheng (2011)

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DOI: 10.1137/100793396

access: closed

type: Journal Article

metadata version: 2017-05-17

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Baojun Bian, Sheng Miao, Harry Zheng:
Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems. SIAM J. Financial Math. 2(1): 727-747 (2011)

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